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- Fri Mar 12, 2010 9:46 am
- Forum: Programming
- Topic: Testing Capital Asset Pricing Model (CAPM)
- Replies: 4
- Views: 23785
Capital Asset Pricing Model (CAPM)
Hi there, I am pretty new to Eviews and I have a problem. I have data for 495 companies and 3 indices from 01/01/2001 to 31/12/2008. I am trying to run the CAPM model for each of these companies and indices and save the Beta coefficients and standard errors into a matrix. Since there are a lot of co...